Differential Evolution Markov Chain with snooker updater and fewer chains

Differential Evolution Markov Chain (DE-MC) is an adaptive MCMC algorithm, in which multiple chains are run in parallel. Standard DE-MC requires at least N=2d chains to be run in parallel, where d is the dimensionality of the posterior. This paper extends DE-MC with a snooker updater and shows by simulation and real examples that DE-MC can work for d up to 50–100 with fewer parallel chains (e.g. N=3) by exploiting information from their past by generating jumps from differences of pairs of past states. This approach extends the practical applicability of DE-MC and is shown to be about 5–26 times more efficient than the optimal Normal random walk Metropolis sampler for the 97.5% point of a variable from a 25–50 dimensional Student t 3 distribution. In a nonlinear mixed effects model example the approach outperformed a block-updater geared to the specific features of the mode

Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling?

In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented using the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchment

Treatment of input uncertainty in hydrologic modeling: Doing hydrology backward with Markov chain Monte Carlo simulation

There is increasing consensus in the hydrologic literature that an appropriate framework for streamflow forecasting and simulation should include explicit recognition of forcing and parameter and model structural error. This paper presents a novel Markov chain Monte Carlo (MCMC) sampler, entitled differential evolution adaptive Metropolis (DREAM), that is especially designed to efficiently estimate the posterior probability density function of hydrologic model parameters in complex, high-dimensional sampling problems. This MCMC scheme adaptively updates the scale and orientation of the proposal distribution during sampling and maintains detailed balance and ergodicity. It is then demonstrated how DREAM can be used to analyze forcing data error during watershed model calibration using a five-parameter rainfall-runoff model with streamflow data from two different catchments. Explicit treatment of precipitation error during hydrologic model calibration not only results in prediction uncertainty bounds that are more appropriate but also significantly alters the posterior distribution of the watershed model parameters. This has significant implications for regionalization studies. The approach also provides important new ways to estimate areal average watershed precipitation, information that is of utmost importance for testing hydrologic theory, diagnosing structural errors in models, and appropriately benchmarking rainfall measurement devices

Parameter identification of the STICS crop model, using an accelerated formal MCMC approach

This study presents a Bayesian approach for the parameters’ identification of the STICS crop model based on the recently developed Differential Evolution Adaptive Metropolis (DREAM) algorithm. The posterior distributions of nine specific crop parameters of the STICS model were sampled with the aim to improve the growth simulations of a winter wheat (Triticum aestivum L.) culture. The results obtained with the DREAM algorithm were initially compared to those obtained with a Nelder-Mead Simplex algorithm embedded within the OptimiSTICS package. Then, three types of likelihood functions implemented within the DREAM algorithm were compared, namely the standard least square, the weighted least square, and a transformed likelihood function that makes explicit use of the coefficient of variation (CV). The results showed that the proposed CV likelihood function allowed taking into account both noise on measurements and heteroscedasticity which are regularly encountered in crop modellingPeer reviewe

Four applications of embodied cognition

This article presents the views of four sets of authors, each taking concepts of embodied cognition into problem spaces where the new paradigm can be applied. The first considers consequences of embodied cognition on the legal system. The second explores how embodied cognition can change how we interpret and interact with art and literature. The third examines how we move through archi- tectural spaces from an embodied cognition perspective. And the fourth addresses how music cogni- tion is influenced by the approach. Each contribution is brief. They are meant to suggest the potential reach of embodied cognition, increase the visibility of applications, and inspire potential avenues for research

Modeling chloride transport using travel time distributions at Plynlimon, Wales

Here we present a theoretical interpretation of high-frequency, high-quality tracer time series from the Hafren catchment at Plynlimon in mid-Wales. We make use of the formulation of transport by travel time distributions to model chloride transport originating from atmospheric deposition and compute catchment-scale travel time distributions. The relevance of the approach lies in the explanatory power of the chosen tools, particularly to highlight hydrologic processes otherwise clouded by the integrated nature of the measured outflux signal. The analysis reveals the key role of residual storages that are poorly visible in the hydrological response, but are shown to strongly affect water quality dynamics. A significant accuracy in reproducing data is shown by our calibrated model. A detailed representation of catchment-scale travel time distributions has been derived, including the time evolution of the overall dispersion processes (which can be expressed in terms of time-varying storage sampling functions). Mean computed travel times span a broad range of values (from 80 to 800 days) depending on the catchment state. Results also suggest that, in the average, discharge waters are younger than storage water. The model proves able to capture high-frequency fluctuations in the measured chloride concentrations, which are broadly explained by the sharp transition between groundwaters and faster flows originating from topsoil layers